Preheat oven to 180°C.
Mix all of the sausage ingredients together in a bowl until well incorporated.
On a lined baking tray, shape the sausage mix into a long sausage (about 30-40cm long and 5cm thick).
Cook the sausage in the oven for approx. 30 mins or until the sausage has cooked through.
Set aside to cool for 15 mins. Slice the cooled sausage into 10 even-sized segments.
While the sausage is cooling, slice the zucchini into long strips using a mandolin or vegetable peeler.
Wrap each sausage segment in 2-3 slices of zucchini, using a toothpick to hold it together if need be.
Place all of the sausage rolls onto a lined baking tray.
In a bowl, whisk the egg. Use a pastry brush to glaze the zucchini.
Sprinkle a generous amount of nutritional yeast and black sesame seeds over the top.
Bake in the oven for a further 10-15 mins, until slightly browned and warm.
Serve hot out of the oven.